solana: overhaul local fills (#122)

Co-authored-by: A5 Pickle <[email protected]>

Author: a5-pickle

solana/Anchor.toml

@@ -31,7 +31,7 @@ cluster = "Localnet"
 wallet = "ts/tests/keys/pFCBP4bhqdSsrWUVTgqhPsLrfEdChBK17vgFM7TxjxQ.json"
 
 [scripts]
-test = "npx ts-mocha -p ./tsconfig.json -t 1000000 ts/tests/[0-9]*.ts"
+test = "npx ts-mocha -p ./tsconfig.json -t 1000000 --exit ts/tests/[0-9]*.ts"
 
 [test]
 startup_wait = 20000

solana/programs/matching-engine/Cargo.toml

@@ -31,7 +31,7 @@ idl-build = [
 common.workspace = true
 wormhole-solana-utils.workspace = true
 
-anchor-lang = { workspace = true, features = ["derive", "init-if-needed"] }
+anchor-lang = { workspace = true, features = ["event-cpi", "init-if-needed"] }
 anchor-spl.workspace = true
 solana-program.workspace = true
 

solana/programs/matching-engine/src/composite/mod.rs

@@ -3,15 +3,16 @@ use std::ops::{Deref, DerefMut};
 use crate::{
     error::MatchingEngineError,
     state::{
-        Auction, AuctionStatus, Custodian, MessageProtocol, PreparedOrderResponse, RouterEndpoint,
+        Auction, AuctionStatus, Custodian, FastFillSequencer, MessageProtocol,
+        PreparedOrderResponse, ReservedFastFillSequence, RouterEndpoint,
     },
     utils::{self, VaaDigest},
 };
 use anchor_lang::prelude::*;
 use anchor_spl::token;
 use common::{
     admin::utils::{assistant::only_authorized, ownable::only_owner},
-    messages::raw::{LiquidityLayerMessage, LiquidityLayerPayload},
+    messages::raw::LiquidityLayerMessage,
     wormhole_cctp_solana::{
         cctp::{message_transmitter_program, token_messenger_minter_program},
         wormhole::{core_bridge_program, VaaAccount},
@@ -66,7 +67,8 @@ pub struct LiquidityLayerVaa<'info> {
             let vaa = VaaAccount::load(&vaa)?;
 
             // Is it a legitimate LL message?
-            LiquidityLayerPayload::try_from(vaa.payload()).map_err(|_| MatchingEngineError::InvalidVaa)?;
+            LiquidityLayerMessage::try_from(vaa.payload())
+                .map_err(|_| MatchingEngineError::InvalidVaa)?;
 
             // Done.
             true
@@ -368,6 +370,18 @@ pub struct ExecuteOrder<'info> {
     )]
     pub fast_vaa: LiquidityLayerVaa<'info>,
 
+    #[account(
+        constraint = {
+            let info = active_auction.info.as_ref().unwrap();
+
+            require!(
+                !info.within_auction_duration(&active_auction.config),
+                MatchingEngineError::AuctionPeriodNotExpired
+            );
+
+            true
+        }
+    )]
     pub active_auction: ActiveAuction<'info>,
 
     /// CHECK: Must be a token account, whose mint is [common::USDC_MINT].
@@ -519,9 +533,9 @@ pub struct ClosePreparedOrderResponse<'info> {
         close = by,
         seeds = [
             PreparedOrderResponse::SEED_PREFIX,
-            order_response.fast_vaa_hash.as_ref()
+            order_response.seeds.fast_vaa_hash.as_ref()
         ],
-        bump = order_response.bump,
+        bump = order_response.seeds.bump,
     )]
     pub order_response: Box<Account<'info, PreparedOrderResponse>>,
 
@@ -539,10 +553,58 @@ pub struct ClosePreparedOrderResponse<'info> {
 
 impl<'info> VaaDigest for ClosePreparedOrderResponse<'info> {
     fn digest(&self) -> [u8; 32] {
-        self.order_response.fast_vaa_hash
+        self.order_response.seeds.fast_vaa_hash
     }
 }
 
+#[derive(Accounts)]
+pub struct ReserveFastFillSequence<'info> {
+    #[account(mut)]
+    payer: Signer<'info>,
+
+    pub fast_order_path: FastOrderPath<'info>,
+
+    /// This sequencer determines the next reserved sequence. If it does not exist for a given
+    /// source chain and sender, it will be created.
+    ///
+    /// Auction participants may want to consider pricing the creation of this account into their
+    /// offer prices by checking whether this sequencer already exists for those orders destined for
+    /// Solana.
+    #[account(
+        init_if_needed,
+        payer = payer,
+        space = 8 + FastFillSequencer::INIT_SPACE,
+        seeds = [
+            FastFillSequencer::SEED_PREFIX,
+            &fast_order_path.fast_vaa.load_unchecked().emitter_chain().to_be_bytes(),
+            &{
+                let vaa = fast_order_path.fast_vaa.load_unchecked();
+                LiquidityLayerMessage::try_from(vaa.payload())
+                    .unwrap()
+                    .to_fast_market_order_unchecked().sender()
+            },
+        ],
+        bump,
+    )]
+    pub sequencer: Box<Account<'info, FastFillSequencer>>,
+
+    /// This account will be used to determine the sequence of the next fast fill. When a local
+    /// order is executed or an non-existent auction is settled, this account will be closed.
+    #[account(
+        init,
+        payer = payer,
+        space = 8 + ReservedFastFillSequence::INIT_SPACE,
+        seeds = [
+            ReservedFastFillSequence::SEED_PREFIX,
+            fast_order_path.fast_vaa.load_unchecked().digest().as_ref(),
+        ],
+        bump,
+    )]
+    pub reserved: Box<Account<'info, ReservedFastFillSequence>>,
+
+    system_program: Program<'info, System>,
+}
+
 /// NOTE: Keep this at the end in case Wormhole removes the need for these accounts.
 #[derive(Accounts)]
 pub struct RequiredSysvars<'info> {

solana/programs/matching-engine/src/error.rs

@@ -59,7 +59,6 @@ pub enum MatchingEngineError {
 
     FastMarketOrderExpired = 0x400,
     OfferPriceTooHigh = 0x402,
-    InvalidEmitterForFastFill = 0x406,
     AuctionNotActive = 0x408,
     AuctionPeriodExpired = 0x40a,
     AuctionPeriodNotExpired = 0x40c,
@@ -69,6 +68,18 @@ pub enum MatchingEngineError {
     AuctionNotSettled = 0x420,
     ExecutorNotPreparedBy = 0x422,
     InvalidOfferToken = 0x424,
+    FastFillTooLarge = 0x426,
+    AuctionExists = 0x428,
+    AccountNotAuction = 0x429,
+    BestOfferTokenMismatch = 0x42a,
+    BestOfferTokenRequired = 0x42c,
+    PreparedByMismatch = 0x42e,
+    PreparedOrderResponseNotRequired = 0x42f,
+    AuctionConfigNotRequired = 0x430,
+    BestOfferTokenNotRequired = 0x431,
+    FastFillAlreadyRedeemed = 0x434,
+    FastFillNotRedeemed = 0x435,
+    ReservedSequenceMismatch = 0x438,
 
     CannotCloseAuctionYet = 0x500,
     AuctionHistoryNotFull = 0x502,

solana/programs/matching-engine/src/events/auction_settled.rs

@@ -1,3 +1,4 @@
+use crate::state::MessageProtocol;
 use anchor_lang::prelude::*;
 
 #[event]
@@ -12,4 +13,7 @@ pub struct AuctionSettled {
     /// Token account's new balance. If there was no auction, this balance will be of the fee
     /// recipient token account.
     pub token_balance_after: u64,
+
+    /// This value will only be some if there was no active auction.
+    pub with_execute: Option<MessageProtocol>,
 }

solana/programs/matching-engine/src/events/auction_updated.rs

@@ -9,6 +9,8 @@ pub struct AuctionUpdated {
     pub vaa: Option<Pubkey>,
     pub source_chain: u16,
     pub target_protocol: MessageProtocol,
+    pub redeemer_message_len: u32,
+
     pub end_slot: u64,
     pub best_offer_token: Pubkey,
     pub token_balance_before: u64,

solana/programs/matching-engine/src/events/fast_fill_redeemed.rs

@@ -0,0 +1,7 @@
+use anchor_lang::prelude::*;
+
+#[event]
+pub struct FastFillRedeemed {
+    pub prepared_by: Pubkey,
+    pub fast_fill: Pubkey,
+}

solana/programs/matching-engine/src/events/fast_fill_sequence_reserved.rs

@@ -0,0 +1,8 @@
+use crate::state::FastFillSeeds;
+use anchor_lang::prelude::*;
+
+#[event]
+pub struct FastFillSequenceReserved {
+    pub fast_vaa_hash: [u8; 32],
+    pub fast_fill_seeds: FastFillSeeds,
+}

solana/programs/matching-engine/src/events/filled_local_fast_order.rs

@@ -0,0 +1,9 @@
+use crate::state::{FastFillInfo, FastFillSeeds};
+use anchor_lang::prelude::*;
+
+#[event]
+pub struct LocalFastOrderFilled {
+    pub seeds: FastFillSeeds,
+    pub info: FastFillInfo,
+    pub auction: Option<Pubkey>,
+}

solana/programs/matching-engine/src/events/mod.rs

@@ -7,6 +7,15 @@ pub use auction_updated::*;
 mod enacted;
 pub use enacted::*;
 
+mod fast_fill_redeemed;
+pub use fast_fill_redeemed::*;
+
+mod fast_fill_sequence_reserved;
+pub use fast_fill_sequence_reserved::*;
+
+mod filled_local_fast_order;
+pub use filled_local_fast_order::*;
+
 mod order_executed;
 pub use order_executed::*;